Basic technologies for cost management of life cycle in high available organization-technical-economic systems. Part 4. Stochastic modeling on market of finances, products and services
- 1 Dr. Sc. (Eng.), Professor, Head of Department, Institute of Informatics Problems FRC IC of RAS (Moscow)
- 2 Dr. Sc. (Eng.), Professor, Institute of Informatics Problems FRC IC of RAS (Moscow)
Abstract
Methodological support and stochastic modeling technologies for market of finances products and services (FTS) are considered. Special attention is paid to two probabilistic analytical models for processes: (1) credit organization; on the market of FPS; (2) orgamization-technical-economical systems (OTES) for production and realization.
Main results for model (1): physical problem statement of dynamical problems; structure of regular and stochastic steams of FPS and its graphs; basic structural elements for FHS agents; algorithms of analytical modeling.
Main results for model (2): physical problem statement; basic of balance sheet profit; structure of regular and stochastic streams of turnover funds and its graphs; algorithms of analytical stochastic modeling.
Applications: for modern Russia the presented modeling technologies are the basis for forming strategies of investment activities for financial organizations and budget policy of production-commercial companies being OTES partners.
How to cite
Синицын И.Н., Шаламов А.С. Базовые технологии управления стоимостью жизненного цикла организационно-технико-экономических систем высокой доступности. Часть 4. Стохастическое моделирование процессов на рынке финансов, товаров и услуг // Системы высокой доступности. 2015. № 1. С. 61–84.
References
- Pospelov I.G. Modelirovanie ehkonomicheskikh struktur. M.: Fazis: VC RAN. 2003.
- Pilnik N.P., Pospelov I.G. O estestvennykh terminalnykh uslovijakh v modeljakh mezhvremennogo ravnovesija // EHkonomicheskijj zhurnal VSHEH. 2007. T. 11. № 1. S. 3−33.
- Andreev M.JU., Pospelov I.G. Model upravlenija likvidnostju banka pri sluchajjno kolebljushhikhsja stavkakh procentov // Matematicheskoe modelirovanie. 2004. № 3. S. 3−32.
- Andreev M.JU., Pospelov I.G. Kapital v stokhasticheskojj dinamicheskojj modeli ehkonomicheskogo ravnovesija // Matematicheskoe modelirovanie. 2007. T. 19. № 9. S. 49−53.
- Andreev M.JU., Pospelov I.G., Pospelova I.I., KHokhlov M.A. Novaja tekhnologija modelirovanija ehkonomiki i model sovremennojj ehkonomiki Rossii. M.:MIFI. 2007. 262 s.
- Sinicyn I.N., SHalamov A.S. Lekcii po teorii sistem integrirovannojj logisticheskojj podderzhki. M.: Torus Press. 2012. 624 c.
- Sinicyn I.N., SHalamov A.S. Bazovye tekhnologii upravlenija stoimostju organizacionno-tekhniko-ehkonomicheskikh sistem vysokojj dostupnosti. CHast 1. Principy i podkhody // Sistemy vysokojj dostupnosti. 2014. T. 10. № 4. S. 18−47.
- Sinicyn I.N., SHalamov A.S. Bazovye tekhnologii upravlenija stoimostju organizacionno-tekhniko-ehkonomicheskikh sistem vysokojj dostupnosti. CHast 2. Proektirovanie integrirovannojj informacionnojj sredy // Sistemy vysokojj dostupnosti. 2014. T. 10. № 4. S. 49−87.
- Sinicyn I.N., SHalamov A.S. Bazovye tekhnologii upravlenija stoimostju organizacionno-tekhniko-ehkonomicheskikh sistem vysokojj dostupnosti. CHast 3. Metodicheskoe obespechenie tekhnologijj stokhasticheskogo modelirovanija stoimosti // Sistemy vysokojj dostupnosti. 2015. T. 11. № 1. S. 23−60.
- JAmpolskijj S.M., SHalamov A.S. Logisticheskijj podkhod k avtomatizacii upravlenija oborotnymi sredstvami torgovogo predprijatija // ZHurnal «Logistika i upravlenie cepjami postavok». 2013. № 4(57). S. 65−69.
- JAmpolskijj S.M., SHalamov A.S. Modelirovanie processov torgovogo predprijatija // ZHurnal «Biznes-informatika». 2014. № 1(27). S. 55−61.
- KHeslton B. Razumnye zakupki: podkhod k razumnojj zakupke voennojj tekhniki s uchetom stoimosti vsego zhiznennogo cikla // Bjul. tekhn. informacii po mat. mezhdunar. konf. «Stoimost zhiznennogo cikla izdelijj oboronnojj i aviacionno-kosmicheskojj tekhniki». M. 2000.